The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes

Probability Theory and Related Fields

Volumn 115, Issue 3, 1999, Pages 325-355

  Elworthy, K D ^a   Li, Xue Mei ^b   Yor, M ^c  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b UNIVERSITY OF CONNECTICUT   (United States)

^c University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033484276     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400050240     Document Type: Article

References (24)

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